+169.7%
GSK vs IOVA
-92.3%
+262.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.2% |
| 7D | -1.1% | -7.0% | +5.9% | -1.0% |
| 30D | +7.8% | -44.4% | +52.3% | +8.3% |
| 3M | +0.3% | +24.7% | -24.3% | -0.1% |
| 6M | +3.4% | +118.6% | -115.2% | +2.3% |
| YTD | +5.9% | +196.3% | -190.4% | +4.3% |
| 1Y | +8.2% | +205.3% | -197.1% | +6.5% |
| 3Y | +65.3% | +103.8% | -38.5% | +62.1% |
| 5Y | +43.3% | -65.6% | +108.9% | +41.4% |
| 10Y | +102.9% | +6.4% | +96.5% | +99.5% |
| All | +169.7% | -92.3% | +262.0% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling